+336.8%
AVGO vs LUNR
+228.4%
+108.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.5% |
| 7D | +1.1% | -3.1% | +4.2% | +1.4% |
| 30D | -13.0% | -15.3% | +2.3% | -11.9% |
| 3M | -6.0% | -53.2% | +47.2% | -0.7% |
| 6M | +6.4% | -22.2% | +28.6% | +6.8% |
| YTD | +5.0% | -11.6% | +16.6% | +3.4% |
| 1Y | +1.4% | +68.4% | -67.0% | -5.5% |
| 3Y | +336.8% | +216.8% | +120.0% | +308.9% |
| All | +336.8% | +228.4% | +108.4% | +308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling